Afraid of my schoolfellow, what should I do?

We sit together in cles. OK, I know he is an orphan (his parents died in the car crash, and he lives with his aunt and uncle), and I know I should treat him decent, but he is so strange. He wears baggy clothes, and broken gles, and once he was found on the roof, on the school's chimney, and he said he was trying to jump behind the big bins outside the kitchen doors, and the wind caught him in mid-jump (who'd believe such a thing?). Then, he has a scar on his forehead, shaped as a bolt of lightning, and he says that it hurts sometimes, and he sees a blinding flash of green light. I am afraid to complain, because his cousin is a bully, and even they fight constantly, I am not sure. What should I do?